-23.3%
ONON vs ULTA
+43.6%
-66.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.7% |
| 7D | -5.3% | -3.9% | -1.5% | -3.3% |
| 30D | -13.1% | -1.1% | -12.1% | -13.0% |
| 3M | -29.3% | +13.8% | -43.1% | -34.5% |
| 6M | -34.5% | -17.2% | -17.3% | -28.7% |
| YTD | -42.2% | -11.5% | -30.8% | -39.7% |
| 1Y | -37.3% | +3.9% | -41.3% | -40.8% |
| 3Y | -9.3% | +29.5% | -38.7% | -31.0% |
| All | -23.3% | +43.6% | -66.9% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling